Neverwhere is an excellent example of the ‘hidden world’ sort of urban fantasy –where someone, often from our own world stumbles upon a door or falls through the cracks and finds themselves in another world, just off the beaten track from our own. Harry Potter. Narnia.
There are a lot of amusing uses of language, particularly in taking the London Underground stops literally. Earl’s Court is literally the Court of an (the?) Earl of London Underground. Blackfriars houses the Monastery of the Black Friars. It’s a really neat way to tie the real world into something alltogether more fantastical.